Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 44.60%
June 30, 2022 44.60%
May 31, 2022 44.60%
April 30, 2022 44.60%
March 31, 2022 44.60%
February 28, 2022 44.60%
January 31, 2022 44.60%
December 31, 2021 44.60%
November 30, 2021 44.60%
October 31, 2021 44.60%
September 30, 2021 44.60%
August 31, 2021 44.60%
July 31, 2021 44.60%
June 30, 2021 44.60%
May 31, 2021 44.60%
April 30, 2021 44.60%
March 31, 2021 44.60%
February 28, 2021 44.60%
January 31, 2021 44.60%
December 31, 2020 44.60%
November 30, 2020 44.60%
October 31, 2020 44.60%
September 30, 2020 44.60%
August 31, 2020 44.60%
July 31, 2020 44.60%
Date Value
June 30, 2020 44.60%
May 31, 2020 44.60%
April 30, 2020 44.60%
March 31, 2020 44.60%
February 29, 2020 27.43%
January 31, 2020 27.43%
December 31, 2019 27.43%
November 30, 2019 27.43%
October 31, 2019 27.43%
September 30, 2019 27.43%
August 31, 2019 27.43%
July 31, 2019 27.43%
June 30, 2019 27.43%
May 31, 2019 27.43%
April 30, 2019 27.43%
March 31, 2019 27.43%
February 28, 2019 27.43%
January 31, 2019 27.43%
December 31, 2018 27.43%
November 30, 2018 22.46%
October 31, 2018 22.46%
September 30, 2018 22.46%
August 31, 2018 22.46%
July 31, 2018 22.46%
June 30, 2018 22.46%

Max Drawdown Definition

Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

22.46%
Minimum
Aug 2017
44.60%
Maximum
Mar 2020
34.40%
Average
27.43%
Median
Dec 2018